市场存量择时的小市值策略:年化收益率（13.25%）
基于市场存量择时的小市值策略
概要
核心指标
- 累计收益率: 113.89%
- 年化收益率: 13.25%
- 基准收益率: 17.04%
- 阿尔法: 0.11
- 夏普比率: 0.6
- 最大回撤: 19.32%
源码
查看AI策略代码
绩效
持仓详情
|
当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-27 | 惠达卫浴(603385.SH) | 6.3819141538462 | 0 | 3 | 6.54 | 0 | 3187.79/1.537% |
| 2026-04-27 | 富岭股份(001356.SZ) | 10.873261111111 | 0 | 3 | 11.03 | 0 | -856.57/-0.398% |
| 2026-04-27 | 敷尔佳(301371.SZ) | 26.798037209302 | 0 | 3 | 29 | 0 | 10078.88/4.373% |
| 2026-04-27 | 湘佳股份(002982.SZ) | 14.574371232877 | 0 | 3 | 13.96 | 0 | -8239.82/-3.872% |
| 2026-04-27 | 三态股份(301558.SZ) | 8.252475 | 0 | 3 | 8.32 | 0 | -1104.35/-0.515% |
| 2026-04-27 | 聚力文化(002247.SZ) | 2.7608279487179 | 0 | 3 | 2.82 | 0 | -2404.58/-1.117% |
| 2026-04-27 | 中机认检(301508.SZ) | 29.998997222222 | 0 | 3 | 29.28 | 0 | -7552.78/-3.497% |
| 2026-04-27 | 红四方(603395.SH) | 28.538558666667 | 0 | 3 | 28.27 | 0 | -1264.19/-0.591% |
| 2026-04-27 | 中集环科(301559.SZ) | 16.875060629921 | 0 | 3 | 16.77 | 0 | -4763.27/-2.223% |
| 2026-04-27 | 热威股份(603075.SH) | 23.477040659341 | 0 | 3 | 23.55 | 0 | 1482.93/0.694% |
交易详情
| 2026-04-27 | 惠达卫浴(603385.SH) | 卖 | -32500 | 6.49 | -210925 | ¥274.2 | 3512.79 |
| 2026-04-27 | 中机认检(301508.SZ) | 卖 | -7200 | 28.95 | -208440 | ¥270.97 | -7552.78 |
| 2026-04-27 | 湘佳股份(002982.SZ) | 卖 | -14600 | 13.94 | -203524 | ¥264.58 | -9261.82 |
| 2026-04-27 | 敷尔佳(301371.SZ) | 卖 | -8600 | 28.02 | -240972 | ¥313.26 | 10508.88 |
| 2026-04-27 | 三态股份(301558.SZ) | 卖 | -26000 | 8.18 | -212680 | ¥276.48 | -1884.35 |
| 2026-04-27 | 聚力文化(002247.SZ) | 卖 | -78000 | 2.72 | -212160 | ¥275.81 | -3184.58 |
| 2026-04-27 | 富岭股份(001356.SZ) | 卖 | -19800 | 10.8 | -213840 | ¥277.99 | -1450.57 |
| 2026-04-27 | 中集环科(301559.SZ) | 卖 | -12700 | 16.59 | -210693 | ¥273.9 | -3620.27 |
| 2026-04-27 | 红四方(603395.SH) | 卖 | -7500 | 28.35 | -212625 | ¥276.41 | -1414.19 |
| 2026-04-27 | 热威股份(603075.SH) | 卖 | -9100 | 23.67 | -215397 | ¥280.02 | 1755.93 |
